Sumários

Lecture #7

22 Outubro 2024, 13:00 • Bruno Gomes Fernandes

Exercises: IRS and currency swaps

Quiz #2

Lecture #7

22 Outubro 2024, 12:00 • Bruno Gomes Fernandes

Exercises: IRS and currency swaps

Quiz #2

Lecture #6

15 Outubro 2024, 13:00 • Bruno Gomes Fernandes

Exercises:

Forward valuation.
Interest Rate Swaps.

Lecture #6

15 Outubro 2024, 12:00 • Bruno Gomes Fernandes

Exercises:

Forward valuation.
Interest Rate Swaps.

Lecture #5

8 Outubro 2024, 13:00 • Bruno Gomes Fernandes

Futures and Fowards: 

Hedging, pricing (underdying with income), continous compounding.